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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.49% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 48,516 | 29,570 | 57,399 CHF | 35,068 CHF | 66.68% | 66.68% |
| 19/11/2024 | 2.89% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 33,923 | 33,923 | 40,565 CHF | 41,698 CHF | 58.03% | 58.03% |
| 18/11/2024 | 6.02% | 0.63 CHF | 0.66 CHF | 50,000 | 50,000 | 30,288 | 30,288 | 18,074 CHF | 19,139 CHF | 93.53% | 93.53% |
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